Imprecise Probability
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Imprecise Probability
Imprecise probability generalizes probability theory to allow for partial probability specifications, and is applicable when information is scarce, vague, or conflicting, in which case a unique probability distribution may be hard to identify. Thereby, the theory aims to represent the available knowledge more accurately. Imprecision is useful for dealing with expert elicitation, because: * People have a limited ability to determine their own subjective probabilities and might find that they can only provide an interval. * As an interval is compatible with a range of opinions, the analysis ought to be more convincing to a range of different people. Introduction Uncertainty is traditionally modelled by a probability distribution, as developed by Kolmogorov, Laplace, de Finetti, Ramsey, Cox, Lindley, and many others. However, this has not been unanimously accepted by scientists, statisticians, and probabilists: it has been argued that some modification or broadening of probabili ...
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Probability Theory
Probability theory is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set of axioms. Typically these axioms formalise probability in terms of a probability space, which assigns a measure taking values between 0 and 1, termed the probability measure, to a set of outcomes called the sample space. Any specified subset of the sample space is called an event. Central subjects in probability theory include discrete and continuous random variables, probability distributions, and stochastic processes (which provide mathematical abstractions of non-deterministic or uncertain processes or measured quantities that may either be single occurrences or evolve over time in a random fashion). Although it is not possible to perfectly predict random events, much can be said about their behavior. Two major results in probability ...
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Bernard Koopman
Bernard Osgood Koopman (January 19, 1900 – August 18, 1981) was a French-born American mathematician, known for his work in ergodic theory, the foundations of probability, statistical theory and operations research. Education and work After living in France and Italy, Koopman emigrated to the United States in 1915. Koopman was a student of George David Birkhoff and his initial work concentrated on dynamical systems and mathematical physics. In 1931/1932, Koopman and John von Neumann proposed a Hilbert space formulation of classical mechanics, known as the Koopman–von Neumann classical mechanics. During World War II, he joined the Anti-Submarine Warfare Operations Research Group (ASWORG, later ORG) in Washington, D.C., directed by Philip M. Morse, to work for the U.S. Navy.Philip M. Morse: ''In memoriam: Bernard Osgood Koopman, 1900–1981'', Operations Research, Vol. 30, No. 3 (May - Jun., 1982), pp. viii+417-427. Published by: Institute for Operations Research and th ...
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Artificial Intelligence
Artificial intelligence (AI) is intelligence—perceiving, synthesizing, and inferring information—demonstrated by machines, as opposed to intelligence displayed by animals and humans. Example tasks in which this is done include speech recognition, computer vision, translation between (natural) languages, as well as other mappings of inputs. The ''Oxford English Dictionary'' of Oxford University Press defines artificial intelligence as: the theory and development of computer systems able to perform tasks that normally require human intelligence, such as visual perception, speech recognition, decision-making, and translation between languages. AI applications include advanced web search engines (e.g., Google), recommendation systems (used by YouTube, Amazon and Netflix), understanding human speech (such as Siri and Alexa), self-driving cars (e.g., Tesla), automated decision-making and competing at the highest level in strategic game systems (such as chess and Go). ...
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Capacity (statistics)
Capacity or capacities may refer to: Mathematics, science, and engineering * Capacity of a container, closely related to the volume of the container * Capacity of a set, in Euclidean space, the total charge a set can hold while maintaining a given potential energy * Capacity factor, the ratio of the actual output of a power plant to its theoretical potential output * Storage capacity (energy), the amount of energy that the storage system of a power plant can hold * Nameplate capacity, the intended full-load sustained output of a facility such as a power plant * Heat capacity, a measurement of changes in a system's internal energy * Combining capacity, another term for valence in chemistry * Battery capacity, the amount of electric charge a battery can deliver at the rated voltage Computer * Data storage capacity, amount of stored information that a storage device or medium can hold * Channel capacity, the highest rate at which information can be reliably transmitted Social * ...
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Choquet Integral
A Choquet integral is a subadditive or superadditive integral created by the French mathematician Gustave Choquet in 1953. It was initially used in statistical mechanics and potential theory, but found its way into decision theory in the 1980s, where it is used as a way of measuring the expected utility of an uncertain event. It is applied specifically to membership functions and capacities. In imprecise probability theory, the Choquet integral is also used to calculate the lower expectation induced by a 2-monotone lower probability, or the upper expectation induced by a 2-alternating upper probability. Using the Choquet integral to denote the expected utility of belief functions measured with capacities is a way to reconcile the Ellsberg paradox and the Allais paradox. Definition The following notation is used: * S – a set. * \mathcal – a collection of subsets of S. * f : S\to \mathbb – a function. * \nu : \mathcal\to \mathbb^+ – a monotone set function. Assume tha ...
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Non-parametric Statistics
Nonparametric statistics is the branch of statistics that is not based solely on parametrized families of probability distributions (common examples of parameters are the mean and variance). Nonparametric statistics is based on either being distribution-free or having a specified distribution but with the distribution's parameters unspecified. Nonparametric statistics includes both descriptive statistics and statistical inference. Nonparametric tests are often used when the assumptions of parametric tests are violated. Definitions The term "nonparametric statistics" has been imprecisely defined in the following two ways, among others: Applications and purpose Non-parametric methods are widely used for studying populations that take on a ranked order (such as movie reviews receiving one to four stars). The use of non-parametric methods may be necessary when data have a ranking but no clear numerical interpretation, such as when assessing preferences. In terms of levels of me ...
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Robust Statistics
Robust statistics are statistics with good performance for data drawn from a wide range of probability distributions, especially for distributions that are not normal. Robust statistical methods have been developed for many common problems, such as estimating location, scale, and regression parameters. One motivation is to produce statistical methods that are not unduly affected by outliers. Another motivation is to provide methods with good performance when there are small departures from a parametric distribution. For example, robust methods work well for mixtures of two normal distributions with different standard deviations; under this model, non-robust methods like a t-test work poorly. Introduction Robust statistics seek to provide methods that emulate popular statistical methods, but which are not unduly affected by outliers or other small departures from Statistical assumption, model assumptions. In statistics, classical estimation methods rely heavily on assumpti ...
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Peter Walley
Peter may refer to: People * List of people named Peter, a list of people and fictional characters with the given name * Peter (given name) ** Saint Peter (died 60s), apostle of Jesus, leader of the early Christian Church * Peter (surname), a surname (including a list of people with the name) Culture * Peter (actor) (born 1952), stage name Shinnosuke Ikehata, Japanese dancer and actor * ''Peter'' (album), a 1993 EP by Canadian band Eric's Trip * ''Peter'' (1934 film), a 1934 film directed by Henry Koster * ''Peter'' (2021 film), Marathi language film * "Peter" (''Fringe'' episode), an episode of the television series ''Fringe'' * ''Peter'' (novel), a 1908 book by Francis Hopkinson Smith * "Peter" (short story), an 1892 short story by Willa Cather Animals * Peter, the Lord's cat, cat at Lord's Cricket Ground in London * Peter (chief mouser), Chief Mouser between 1929 and 1946 * Peter II (cat), Chief Mouser between 1946 and 1947 * Peter III (cat), Chief Mouser between 1947 a ...
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Teddy Seidenfeld
Teddy Seidenfeld is an American statistician and philosopher currently the H. A. Simon University Professor at Carnegie Mellon University Carnegie Mellon University (CMU) is a private research university in Pittsburgh, Pennsylvania. One of its predecessors was established in 1900 by Andrew Carnegie as the Carnegie Technical Schools; it became the Carnegie Institute of Technology .... References Year of birth missing (living people) Living people Carnegie Mellon University faculty American philosophers {{US-philosopher-stub ...
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Isaac Levi
Isaac Levi (June 30, 1930 – December 25, 2018) was an American philosopher who served as the John Dewey Professor of Philosophy at Columbia University. He is noted for his work in epistemology and decision theory. Education and career Levi was one of several doctoral students of Ernest Nagel at Columbia University who were influential in American post-war philosophy; others were Morton White, Patrick Suppes, and Henry E. Kyburg, Jr. Levi taught at Case Western Reserve University before joining the Columbia faculty in 1970. He was elected in 1986 to the American Academy of Arts and Sciences. Levi also served as doctoral advisor to prominent formal philosophers, including Horacio Arló-Costa and Teddy Seidenfeld, and acted as a mentor to Cheryl Misak during her year at Columbia. There was a debate between Kyburg and Levi on topics in what has come to be known as formal epistemology. Philosophical work Levi first made a name for himself with his first book, ''Gambling with Tru ...
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Henry Kyburg
Henry E. Kyburg Jr. (1928–2007) was Gideon Burbank Professor of Moral Philosophy and Professor of Computer Science at the University of Rochester, New York, and Pace Eminent Scholar at the Institute for Human and Machine Cognition, Pensacola, Florida. His first faculty posts were at Rockefeller Institute, University of Denver, Wesleyan College, and Wayne State University. Kyburg worked in probability and logic, and is known for his Lottery Paradox (1961). Kyburg also edited ''Studies in Subjective Probability'' (1964) with Howard Smokler. Because of this collection's relation to Bayesian probability, Kyburg is often misunderstood to be a Bayesian. His own theory of probability is outlined in ''Logical Foundations of Statistical Inference'' (1974), a theory that first found form in his 1961 book ''Probability and the Logic of Rational Belief'' (in turn, a work closely related to his doctoral thesis). Kyburg describes his theory as Keynesian and Fisherian (see John Maynard Ke ...
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Peter M
Peter may refer to: People * List of people named Peter, a list of people and fictional characters with the given name * Peter (given name) ** Saint Peter (died 60s), apostle of Jesus, leader of the early Christian Church * Peter (surname), a surname (including a list of people with the name) Culture * Peter (actor) (born 1952), stage name Shinnosuke Ikehata, Japanese dancer and actor * ''Peter'' (album), a 1993 EP by Canadian band Eric's Trip * ''Peter'' (1934 film), a 1934 film directed by Henry Koster * ''Peter'' (2021 film), Marathi language film * "Peter" (''Fringe'' episode), an episode of the television series ''Fringe'' * ''Peter'' (novel), a 1908 book by Francis Hopkinson Smith * "Peter" (short story), an 1892 short story by Willa Cather Animals * Peter, the Lord's cat, cat at Lord's Cricket Ground in London * Peter (chief mouser), Chief Mouser between 1929 and 1946 * Peter II (cat), Chief Mouser between 1946 and 1947 * Peter III (cat), Chief Mouser between 1947 a ...
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